+26.2%
KLAC vs AMCR
+32.3%
-6.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.3% | -7.4% | -4.6% |
| 7D | -5.7% | +6.2% | -11.9% | -6.8% |
| 30D | -27.6% | +16.0% | -43.6% | -29.9% |
| 3M | -23.3% | +4.4% | -27.6% | -23.9% |
| 6M | -12.4% | +35.5% | -47.9% | -20.0% |
| YTD | +23.7% | +21.5% | +2.2% | +16.6% |
| 1Y | +26.2% | +30.7% | -4.6% | +20.2% |
| All | +26.2% | +32.3% | -6.1% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AMCR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling